scientific article; zbMATH DE number 6027079

zbMath1248.62035MaRDI QIDQ5389870

Jan Ámos Víšek

Publication date: 23 April 2012

Full work available at URL: http://www.kybernetika.cz/content/2006/2/203

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robust regression\(\sqrt {n}\)-consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Analysis of the forward search using some new results for martingales and empirical processes ⋮ Unnamed Item ⋮ Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models ⋮ Least sum of squares of trimmed residuals regression ⋮ Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models ⋮ Discussion: The forward search: theory and data analysis

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Linear programming approach to LMS-estimation
• Improved feasible solution algorithms for high breakdown estimation.
• Consistency of \(M\)-estimates in general regression models
• Sensitivity analysis of \(M\)-estimates
• On the diversity of estimates.
• Sensitivity analysis of \(M\)-estimates of nonlinear regression model: Influence of data subsets
• On high breakdown point estimation
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Robust Statistics

This page was built for publication: